How create Action strip for more objects in NLA
You only need to animate one object, then copy it to the others. To copy, select all object you want to use the same animation data, the one to copy from as the last selected. Then execute Object > Make Links... (shortcut Ctrl-L), and choose Animation Data.



Note that if Location property is keyframed in the action, all objects using the action will jump to the same location. To offset from original location, use Delta Location instead. The same goes with Rotation and Scale properties.

EDIT: If you want to merge animation data of several objects, I don't think that's possible. At most, you can manipulate all of them in the Dope Sheet, where animation data for all animated objects are displayed. I use this a lot when I have to synchronize the animation of several objects (three, in illustration below) at once: